+179.8%
KDP vs RIO
+605.0%
-425.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.6% | +1.0% | -2.5% | -1.7% |
| 30D | +9.5% | +4.0% | +5.5% | +8.8% |
| 3M | +2.6% | +4.5% | -1.9% | +1.9% |
| 6M | +15.6% | +17.3% | -1.7% | +12.6% |
| YTD | +17.3% | +36.2% | -18.8% | +11.7% |
| 1Y | +20.1% | +76.1% | -56.0% | +10.0% |
| 3Y | +4.9% | +102.5% | -97.6% | -6.6% |
| 5Y | +5.0% | +103.5% | -98.5% | -8.0% |
| 10Y | +179.8% | +619.2% | -439.4% | +101.6% |
| All | +179.8% | +605.0% | -425.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling